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Copulas with given values on a horizontal and a vertical section
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Copulas with given values on a horizontal and a vertical section (2007)Copulas with given values on a horizontal…Extremes in Nature: An Approach Using Copulas (2014)Extremes in Nature: An Approa…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Copulas Constructed from Horizontal Sections (2007)Copulas Constructed from Hori…TRANSFORMATIONS OF COPULAS (2005)TRANSFORMATIONS OF COPULASQuantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…A method to obtain new copulas from a given one (2005)A method to obtain new copula…Copula Methods in Finance (2004)Copula Methods in FinanceAn Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Bivariate copulas with cubic sections (1997)Bivariate copulas with cubic …Bivariate copulas with quadratic sections (1995)Bivariate copulas with quadra…Fuzzy Preference Modelling and Multicriteria Decision Support (1994)Fuzzy Preference Modelling an…Random variables, joint distribution functions, and copulas (1973)Random variables, joint distr…New families of symmetric/asymmetric copulas (2014)New families of symmetric/asy…Constructing Copulas with Given Diagonal and Opposite Diagonal Sections (2010)Constructing Copulas with Giv…Quasi-copulas with a given sub-diagonal section (2007)Quasi-copulas with a given su…Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Selecting and estimating regular vine copulae and application to financial returns (2012)The Asymptotic Theory of Extreme Order Statistics (1990)Construction of non-exchangeable bivariate distribution functions (2007)Models for construction of multivariate dependence (2007)Distorted Copulas: Constructions and Tail Dependence (2010)On Nonparametric Measures of Dependence for Random Variables (1981)Copulas and Association (1991)Copulas and quasi-copulas: An introduction to their properties and applications (2005)Estimation Procedures for a Semiparametric Family of Bivariate Copulas (2005)A Compendium of Copulas (2017)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Copula Theory: An Introduction (2010)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Goodness-of-fit tests for copulas: A review and a power study (2007)Linguistic decision analysis: steps for solving decision problems under linguistic information (2000)Some issues on consistency of fuzzy preference relations (2003)Picture fuzzy sets (2015)A review of copula models for economic time series (2012)Introductory Econometrics for Finance (2008)Copulas and Markov processes (1992)Measures of risk (2002)
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References

  • 1999An Introduction to Copulas7,743 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
  • 1994Fuzzy Preference Modelling and Multicriteria Decision Support2,021 cited
  • 2004Copula Methods in Finance2,013 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1973Random variables, joint distribution functions, and copulas680 cited
  • 2014Extremes in Nature: An Approach Using Copulas430 cited
  • 2005A method to obtain new copulas from a given one113 cited
  • 1997Bivariate copulas with cubic sections54 cited
  • 1995Bivariate copulas with quadratic sections51 cited
  • 2005TRANSFORMATIONS OF COPULAS48 cited
  • 2007Copulas Constructed from Horizontal Sections47 cited

Cited by

  • 2014New families of symmetric/asymmetric copulas23 cited
  • 2010Constructing Copulas with Given Diagonal and Opposite Diagonal Sections22 cited
  • 2007Quasi-copulas with a given sub-diagonal section

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20 cited